-22.1%
WULF vs EL
+25.6%
-47.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.3% | -12.9% | -8.6% |
| 7D | -12.8% | +2.5% | -15.3% | -13.6% |
| 30D | -20.9% | +20.1% | -41.0% | -25.9% |
| 3M | -38.0% | +29.3% | -67.3% | -44.0% |
| 6M | -47.5% | +38.8% | -86.3% | -54.6% |
| YTD | +1.8% | +8.1% | -6.3% | -2.2% |
| 1Y | -22.1% | +22.3% | -44.4% | -29.4% |
| All | -22.1% | +25.6% | -47.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling